“It’s really weird my being here,” Joe Henry explains to an enthralled audience at the Brooklyn’s Southpaw venue at his tour stop there Nov. 18. “I used to live a few blocks from here. I suppose things have changed a lot in the neighborhood since then.”

Things have changed for Henry, too. Known to some only as Madonna’s brother-in-law, he’s embarked on an adventurous, modestly successful career that has quietly made him one of the kings of the underground. After nine albums and a constantly evolving style, it’s a wonder how much longer he can go on producing such quality music without being noticed.

The set tonight was drawn from his last four records, the choices heavily promoting his new album, “Tiny Voices.” Songs from his last two records are drenched in assorted instrumentation, and it is obvious that label Anti will not allow Henry to tour with brass and strings. But he gets a three-piece band behind him, and they really smoke out the room (there’s a smoking ban in NY and you have to compensate somehow). It’s nice to hear some of these older songs and a classic like “Trampoline,” from 1996, gets a slight revision in the jazz-fusion context of Henry’s current muse.

Always the snappy dresser, he sports a pair of black-and-white striped pants straight out of Bob Dylan’s wardrobe, circa 1966. He plays a great guitar, something you might not know from his studio recordings. At the center of it all is his voice, which picks up a hypnotic resonance in the club atmosphere. I could listen to this for hours, and it’s a pity I only get an hour and half (definitely earned my $15, however). Shows like this, though, are worth the drive.